Anic Equity¶

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Total return since start: 0.696 %¶

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Equity now: -----------------------------> 51811.62 Kr¶

Max Equity ever reached: ------------> 51912.9 Kr¶

Portfolio value: --------------------------> 48605.2 Kr¶

PnL: ---------------------------------------> -474.97 Kr¶

DD now: ---------------------------------> -0.195 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-30 17:24:39.129038'

Anic Portfolio¶

Today¶

Return: 9.015 %¶

This Week¶

Return: 9.015 %¶

Total¶

Return: 69.618 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 -0.320000 3380.400000 201.800000 6.350000 3178.600002
HMS Networks 2 0.360000 782.800000 109.800000 16.320000 673.000000
HEBA B 70 -3.110000 2723.000000 87.000000 3.300000 2636.000010
Nordea Bank Abp 29 0.610000 3536.260000 82.260000 2.380000 3453.999992
SAAB B 8 0.090000 3423.200000 46.200000 1.370000 3377.000000
MedCap 2 -0.210000 466.000000 45.000000 10.690000 421.000000
AcadeMedia 12 2.530000 594.000000 37.000000 6.640000 557.000004
Resurs Holding 22 -0.360000 607.860000 33.860000 5.900000 573.999998
Samhällsbyggnadsbo. i Norden B 20 -5.660000 385.300000 30.300000 8.540000 355.000000
Swedbank A 3 0.270000 590.940000 26.940000 4.780000 564.000000
OEM International B 7 0.000000 547.400000 19.400000 3.670000 527.999997
Midsona B 63 5.660000 599.760000 16.760000 2.870000 582.999984
Fastighetsbolag. Emilshus Pref 21 0.180000 576.450000 14.450000 2.570000 562.000005
Intrum 4 -1.460000 540.000000 13.000000 2.470000 527.000000
Eastnine 4 -0.320000 504.000000 13.000000 2.650000 491.000000
Norva24 Group 16 -0.860000 555.200000 12.200000 2.250000 543.000000
Securitas B 6 -1.330000 580.200000 10.200000 1.790000 570.000000
Karnov Group 9 -0.330000 543.600000 7.600000 1.420000 536.000004
Corem Property Group B 59 -4.900000 583.510000 6.510000 1.130000 576.999999
Creaspac SPAC 6 -0.210000 580.200000 3.200000 0.550000 577.000002
Samhällsbyggnadsbo. i Norden D 12 -3.730000 247.440000 1.440000 0.590000 246.000000
Coor Service Management Hold. 8 -1.920000 530.400000 -1.600000 -0.300000 532.000000
Handelsbanken A 5 0.600000 543.500000 -2.500000 -0.460000 546.000000
Boozt 12 -1.650000 1642.800000 -11.200000 -0.680000 1653.999996
Sampo Oyj SDB 7 1.390000 3832.500000 -17.500000 -0.450000 3850.000000
Fasadgruppen Group 38 2.850000 4119.200000 -20.600000 -0.500000 4139.799990
International Petroleum Corp. 5 -0.440000 571.500000 -23.070000 -3.880000 594.565215
Essity B 2 2.960000 550.200000 -23.800000 -4.150000 574.000000
CTEK 13 0.030000 509.730000 -24.270000 -4.540000 533.999999
Essity A 4 2.980000 1106.000000 -43.000000 -3.740000 1149.000000
Vivesto 1368 2.220000 566.350000 -46.650000 -7.610000 612.999432
Beijer Electronics Group 27 4.490000 3018.600000 -64.200000 -2.080000 3082.800006
OX2 22 0.870000 1782.000000 -206.200000 -10.370000 1988.199994
Axfood 15 1.350000 4054.500000 -244.300000 -5.680000 4298.800005
Ovzon 64 0.190000 3430.400000 -564.000000 -14.120000 3994.400000
TOTAL 48605.200000 -474.970000 -0.1951% 49080.164634

Updated:¶

'2023-01-30 17:24:52.400706'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶